Ratings & Risk for Janus J (JANSX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		449
    5-Year Average Average
    		390
    10-Year Below Average Average
    		278
    Overall Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 21.00 -0.13 -0.19
    5-Year 17.28 0.26 0.00
    10-Year 19.80 -0.10 -0.21
    15-Year 18.91 0.63 0.21
    20-Year 17.63 0.73 0.27
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 86.31 0.90 9.45
    3-Year 90.65 1.02 3.95
    5-Year 90.01 1.03 1.48
    10-Year 83.98 1.12 -1.26

    S&P 500 TR

    Trailing data as of 10/31/2009